Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-11 0.372610 0.410052 0.451248 0.500239 0.557307 0.622178 0.702205
2025-05-18 0.317037 0.362625 0.415755 0.483096 0.567419 0.671270 0.811724
2025-05-25 0.277460 0.326035 0.385009 0.463336 0.566969 0.702992 0.901634
2025-06-01 0.256171 0.308121 0.373490 0.464041 0.590119 0.766034 1.043523
2025-06-08 0.244937 0.301042 0.374048 0.479346 0.633539 0.862578 1.254994
2025-06-15 0.231870 0.289957 0.367625 0.483455 0.660494 0.938323 1.451897
2025-06-22 0.218583 0.277228 0.357414 0.480394 0.675387 0.996576 1.633216
2025-06-29 0.207101 0.265954 0.348035 0.477142 0.688869 1.053937 1.828849
2025-07-06 0.193734 0.251046 0.332145 0.462110 0.680721 1.071149 1.946345
2025-07-13 0.187987 0.246544 0.331031 0.469897 0.711800 1.165812 2.268268
2025-07-20 0.182411 0.241856 0.329157 0.476056 0.740545 1.261432 2.633167
2025-07-27 0.175021 0.234008 0.321830 0.472340 0.750528 1.320272 2.927525
2025-08-03 0.169382 0.228671 0.318357 0.475409 0.774925 1.418438 3.400599
2025-08-10 0.160181 0.217440 0.304846 0.459816 0.760815 1.426249 3.590830
2025-08-17 0.151148 0.206052 0.290454 0.441554 0.739293 1.412703 3.703527
2025-08-24 0.146677 0.201486 0.286815 0.442280 0.756817 1.499156 4.253141
2025-08-31 0.145176 0.201428 0.290481 0.456585 0.804924 1.677441 5.358623
2025-09-07 0.141814 0.198237 0.288687 0.460429 0.830714 1.803125 6.379267
2025-09-14 0.137499 0.193312 0.283653 0.457584 0.840885 1.886712 7.290112
2025-09-21 0.133437 0.188612 0.278739 0.454555 0.850231 1.971017 8.347683
2025-09-28 0.127806 0.181142 0.268663 0.440535 0.831502 1.960645 8.728033
2025-10-05 0.125940 0.179762 0.269150 0.447801 0.865990 2.139326 11.005208
2025-10-12 0.123925 0.178039 0.268915 0.453545 0.897605 2.321212 13.942366